Menus without background and user pref have parts missing
Check your blender user preferences. Under the Themes tab in the user preferences go to the User Interface settings. Then scroll down to the item that says Menu Back:, check if the Inner: color has any alpha. If that is at 0 then that is your problem.

Also If you scroll all the way down on that same page you will come to a item called Menu shadow: Check if that is above 0, and that the size is above 0px. 

If these two did not help then it is a bug with your system.